[amibroker] Re: How to get "total net position value" in backtester for market neutral syste

["Steve Davis" <_sdavis@xxxxxxxxx>]

How will the updated signal scores be processed? Aren't, the signals
already sorted by score upon entry to the custom backtester?

--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Have a look at the file "AmiBroker Custom Backtester Interface.pdf 
> " posted by gp_sydney in the Files section of this group.
> 
> Within your own custom backtest code, you can iterate through your 
> open positions on a bar by bar basis. Gather the necessary 
> statistics, then iterate through the signals for that bar and adjust 
> the positon score property as needed.
> 
> Mike
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "olivier_molongo" 
> <olivier_molongo@> wrote:
> >
> > Hello,
> > 
> > How can I get "total net position value" in backtester? 
> > 
> > My system gives buy and sell signal with positionScore but I would 
> like 
> > to backtest a market neutral system. One idea I have is to adjust 
> > position score to favor long trades when I am net short and short 
> > trades when I am net long.
> > 
> > But how can I get the net position in AB? which is the sum of 
> position 
> > value of open trades.
> > 
> > Regards,
> > Olivier
> >
>



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